Abstract

Abstract : Stationary stochastic processes have been very useful in analyzing time series appear in applications. However in many engineering application and economic studies there are number of important time series that are not stationary. Hence several authors have been studied non-stationary processes. Several classes of non-stationary processes such as: (1) Harmonizable processes; (2) Periodically Correlated (PC) processes; (3) Almost Periodically Correlated (PAC) processes; and (4) Correlation Autoregressive (CAR) processes have been introduced and studied. In this project we have studying the non-stationary processes in general and the PC, APC, and CAR processes in particular obtaining several results which either have been published or submitted for publication in refereed journals.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.